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DZ Bank Call 47.5 SGM 20.06.2025/  DE000DJ39K90  /

Frankfurt Zert./DZB
26/07/2024  21:35:07 Chg.+0.008 Bid21:58:48 Ask21:58:48 Underlying Strike price Expiration date Option type
0.047EUR +20.51% 0.050
Bid Size: 12,000		 0.100
Ask Size: 12,000		 STMICROELECTRONICS 47.50 EUR 20/06/2025 Call
 

Master data

WKN: DJ39K9
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 20/06/2025
Issue date: 19/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.72
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -1.68
Time value: 0.10
Break-even: 48.50
Moneyness: 0.65
Premium: 0.58
Premium p.a.: 0.66
Spread abs.: 0.05
Spread %: 100.00%
Delta: 0.19
Theta: -0.01
Omega: 5.74
Rho: 0.04
 

Quote data

Open: 0.047
High: 0.063
Low: 0.045
Previous Close: 0.039
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -68.67%
1 Month
  -73.89%
3 Months
  -84.33%
YTD
  -93.73%
1 Year
  -95.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.039
1M High / 1M Low: 0.250 0.039
6M High / 6M Low: 0.640 0.039
High (YTD): 12/03/2024 0.640
Low (YTD): 25/07/2024 0.039
52W High: 01/08/2023 1.120
52W Low: 25/07/2024 0.039
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.466
Avg. volume 1Y:   0.000
Volatility 1M:   338.49%
Volatility 6M:   181.68%
Volatility 1Y:   150.24%
Volatility 3Y:   -